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IEI vs. EDEN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEI vs. EDEN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and iShares MSCI Denmark ETF (EDEN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEI achieves a -0.30% return, which is significantly higher than EDEN's -3.05% return. Over the past 10 years, IEI has underperformed EDEN with an annualized return of 1.24%, while EDEN has yielded a comparatively higher 9.22% annualized return.


IEI

1D
-0.12%
1M
-0.00%
YTD
-0.30%
6M
-0.00%
1Y
2.97%
3Y*
3.77%
5Y*
0.21%
10Y*
1.24%

EDEN

1D
-0.01%
1M
-1.61%
YTD
-3.05%
6M
-2.55%
1Y
-6.97%
3Y*
2.87%
5Y*
2.08%
10Y*
9.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEI vs. EDEN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEI
iShares 3-7 Year Treasury Bond ETF
-0.30%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%
EDEN
iShares MSCI Denmark ETF
-3.05%10.58%-3.94%17.99%-11.47%14.81%42.56%24.37%-14.43%35.39%

Correlation

The correlation between IEI and EDEN is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2012

-0.03

The correlation between IEI and EDEN shifts across timeframes, from -0.03 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IEI vs. EDEN — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IEI
IEI Risk / Return Rank: 2929
Overall Rank
IEI Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 3232
Sortino Ratio Rank
IEI Omega Ratio Rank: 2929
Omega Ratio Rank
IEI Calmar Ratio Rank: 2828
Calmar Ratio Rank
IEI Martin Ratio Rank: 2727
Martin Ratio Rank

EDEN
EDEN Risk / Return Rank: 66
Overall Rank
EDEN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
EDEN Sortino Ratio Rank: 66
Sortino Ratio Rank
EDEN Omega Ratio Rank: 66
Omega Ratio Rank
EDEN Calmar Ratio Rank: 77
Calmar Ratio Rank
EDEN Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IEI vs. EDEN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and iShares MSCI Denmark ETF (EDEN). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IEIEDENDifference
Sharpe ratioReturn per unit of total volatility

+1.33

Sortino ratioReturn per unit of downside risk

+1.85

Omega ratioGain probability vs. loss probability

1.17

0.96

+0.22

Calmar ratioReturn relative to maximum drawdown

1.19

-0.33

+1.52

Martin ratioReturn relative to average drawdown

3.35

-0.72

+4.07

IEI vs. EDEN - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.00, which is higher than the EDEN Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of IEI and EDEN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IEI vs. EDEN - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, smaller than the maximum EDEN drawdown of -36.61%. Use the drawdown chart below to compare losses from any high point for IEI and EDEN.


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Drawdown Indicators


IEIEDENDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-36.61%

+22.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.50%

-21.17%

+18.67%

Max Drawdown (3Y)

Largest decline over 3 years

-3.66%

-29.31%

+25.65%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

-36.61%

+22.73%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

-36.61%

+22.01%

Current Drawdown

Current decline from peak

-1.74%

-13.55%

+11.81%

Average Drawdown

Average peak-to-trough decline

-2.67%

-7.37%

+4.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

10.27%

-9.38%

Volatility

IEI vs. EDEN - Volatility Comparison

The current volatility for iShares 3-7 Year Treasury Bond ETF (IEI) is 0.98%, while iShares MSCI Denmark ETF (EDEN) has a volatility of 4.93%. This indicates that IEI experiences smaller price fluctuations and is considered to be less risky than EDEN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEIEDENDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

4.93%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

15.72%

-13.54%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

20.90%

-17.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.78%

20.25%

-15.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

19.41%

-15.48%

IEI vs. EDEN - Expense Ratio Comparison

IEI has a 0.15% expense ratio, which is lower than EDEN's 0.53% expense ratio.


Dividends

IEI vs. EDEN - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.64%, more than EDEN's 2.87% yield.


PositionTTM20252024202320222021202020192018201720162015
EDEN
iShares MSCI Denmark ETF
2.87%2.79%1.50%1.92%1.47%0.74%0.42%2.36%2.01%2.03%1.28%1.46%
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Frequently Asked Questions


IEI and EDEN have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EDEN has higher volatility (4.93%) compared to IEI (0.98%). In terms of maximum drawdown, IEI dropped -14.60% vs EDEN's -36.61%.

On 10-year performance, EDEN leads with 9.22% vs 1.24% for IEI. On fees, IEI is cheaper at 0.15% per year. On volatility, IEI has been the lower-risk option at 0.98%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EDEN has performed better with a 9.22% return vs 1.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IEI is cheaper with a 0.15% expense ratio, compared with 0.53% for EDEN.

IEI has the higher dividend yield at 3.64%, compared with 2.87% for EDEN.

IEI is categorized as Government Bonds, while EDEN is Europe Equities. IEI tracks ICE U.S. Treasury 3-7 Year Bond Index, while EDEN tracks MSCI Denmark IMI 25/50 Index. Their fees differ too: 0.15% for IEI and 0.53% for EDEN.

IEI currently has the higher Sharpe Ratio (1.00 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for IEI and EDEN

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